Masters of Sex: it's time to fall for these lessons in love – box set review

"But why? Why would a woman lie about something like that?" says Dr William Masters of Washington University in St Louis, the much-feted obstetrician who'll risk his career, his marriage and his reputation to revolutionise the way people think about sex. Here he's agog at the prospect that any woman would fake an orgasm to save a partner's blushes. He has a lot to learn.

Set in the 1950s, Showtime's Masters of Sex charts the experiments carried out by Bill and his research assistant, former nightclub singer turned proto-sexologist Virginia Johnson, as they convince subjects to copulate while hooked up to complex machinery. "The study of sex is the beginning of all life," says Bill. "Yet we sit like prudish cavemen in the dark, riddled with shame and guilt."

But Bill, played by Michael Sheen, is a prude, and much of the squeamish delight of Masters of Sex stems from this buttoned-up fusspot becoming a sexual pioneer. After his mentor, provost Barton Scully (Beau Bridges), stops one experiment, aghast at the smut-shaming publicity it may bring the hospital where it is being carried out, Bill is forced to relocate to a brothel, resulting in a raid by police and an awkward ride home from jail with his wife. "People are having sex in front of you?" she asks. "Not the prostitutes," he stammers. "The prostitutes only masturbate in front of me."

It's a premise that could have been played for cheap laughs – slapstick humour with the emphasis on the sticky – but there are reminders of just how clueless these characters are about the birds and the bees. In episode five, Bill is confronted with Christian newlyweds so naive they've opted to simply "lie together", as the Bible instructs, and are dumbfounded as to why they've yet to conceive a child. Masters of Sex, which aired on Channel 4 last year, isn't afraid to have fun – there's a recurring gag about a massive dildo nicknamed Ulysses after the Kirk Douglas film featuring the one-eyed monster Cyclops – but these people need help, too.

After Sheen's scenery-chewing turn in the Twilight saga, it's fascinating to watch him so tightly-coiled. We see him deliver his own stillborn child, a child he never wanted and one he didn't expect, after he lied to his wife, Libby, and told her she was barren. It's a monstrous act and yet, after the loss, he breaks down in his office. "Close your eyes, please," he half-whispers, half-sobs to Virginia, before bawling and shaking like a scared kid.

Great as Bill is, it's a role that needs Virginia, who is played with warmth, honesty and wit by Lizzy Caplan. She sweet-talks people into signing up for the study, and pushes it in the most exciting directions. She's also the most forward-thinking character of the bunch. In the opening episode, she dictates the terms of a frisson with Bill's protege Ethan. By episode eight, when a colleague questions why she'd bother trying to get a degree, considering she's doing so well using her existing "assets", she's sniping: "Because I'd like to avoid comments like that in the future."

But it's Bill and Virginia's will-they-won't-they tension that's at the heart of the show, a situation made more complex by the fact they've already copped off in the name of science. It's left to Virginia to see through Bill's bluff. "You do always say that we can't let emotions cloud our judgment, but you did," she tells him. "Which means it was never really about the research. No – we were having an affair."

There'll be a second season later this year (in the US on 13 July), although for anyone who can't wait, the story is in Thomas Maier's book of the same name, on which the show is based. But don't expect it to provide you with all the answers. As Virginia tells Bill during a brilliantly awkward discussion of chemistry and attraction, science can't account for everything – sometimes there's more to a story than cold, hard data. Indeed. The scene unfolds to the sound of a woman loudly pleasuring herself.